| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 144.19% | 64.88% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.51 | 0.68 |
| Sortino | 2.58 | 1.02 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.5 | 1.11 |
| Common Sense Ratio | 2.11 | 1.18 |
| CPC Index | 1.05 | 0.74 |
| Tail Ratio | 1.4 | 1.06 |
| Outlier Win Ratio | 17.61 | 3.78 |
| Outlier Loss Ratio | 3.9 | 3.11 |
| Volatility (ann.) | 29.54% | 55.92% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.81 | 0.38 |
| Skew | 1.34 | 0.32 |
| Kurtosis | 14.38 | 3.77 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.24% | 1.8% |
| Expected Yearly % | 34.66% | 18.14% |
| Kelly Criterion | 17.18% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -4.71% |
| Expected Shortfall (cVaR) | -2.42% | -4.71% |
| Year | 4056841:BTCUSD | 4056841:btcusd:triple_gx:lsma210_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.44 | 18.54 | -0.33 | + |
| 2023 | 154.85 | 68.68 | 0.44 | - |
| 2024 | 48.51 | 22.12 | 0.46 | - |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| MTD | 2.4% | -1.06% |
| 3M | 23.49% | 29.84% |
| 6M | 15.12% | 68.77% |
| YTD | 22.12% | 48.51% |
| 1Y | 46.68% | 133.4% |
| 3Y (ann.) | 49.45% | 25.24% |
| 5Y (ann.) | 49.45% | 25.24% |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -4.91% | -10.26% |
| Avg. Drawdown Days | 32.0 | 66.0 |
| Recovery Factor | 8.2 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2023-11-12 | 2024-03-05 | -15.65 | 114 |
| 2022-06-02 | 2022-07-28 | -13.96 | 56 |
| 2023-03-25 | 2023-06-21 | -12.23 | 88 |
| 2022-03-04 | 2022-03-28 | -10.61 | 24 |
| 2023-06-26 | 2023-10-24 | -9.88 | 120 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-08-10 | 2022-08-11 | -4.06 | 1 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.79% | -30.92% |
| Best Month | 33.19% | 45.57% |
| Worst Month | -12.27% | -36.86% |
| Best Year | 68.68% | 154.85% |
| Worst Year | 18.54% | -56.44% |
| Avg. Up Day | 2.13% | 2.28% |
| Avg. Down Day | -1.62% | -1.75% |
| Avg. Up Week | 5.82% | 7.48% |
| Avg. Down Week | -3.52% | -5.53% |
| Avg. Up Month | 14.63% | 22.87% |
| Avg. Down Month | -5.27% | -11.34% |
| Win Days % | 52.94% | 51.54% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 54.24% | 53.78% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |